Aditya Goenka

affiliation not provided to SSRN

SCHOLARLY PAPERS

4

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249

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Relative Risk Aversion and the Transmission of Financial Crises

CAMA Working Paper 28/2007
Number of pages: 28 Posted: 27 Dec 2007 Last Revised: 11 Nov 2008
Melisso Boschi and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA) and affiliation not provided to SSRN
Downloads 150 (220,363)
Citation 1

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Financial crises, contagion, wealth effects, international asset pricing, relative risk aversion, capital controls, Tobin tax

Testing Habits in an Asset Pricing Model

Number of pages: 30 Posted: 15 Mar 2010 Last Revised: 12 May 2017
Melisso Boschi, Stefano d'Addona and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA), University of Roma Tre and affiliation not provided to SSRN
Downloads 40 (485,407)

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Habit formation, Equity premium, Business cycles, Markov-switching VAR models

Testing Habits in an Asset Pricing Model

Number of pages: 41 Posted: 16 Mar 2012
Stefano d'Addona, Melisso Boschi and Aditya Goenka
University of Roma Tre, Centre for Applied Macroeconomic Analysis (CAMA) and affiliation not provided to SSRN
Downloads 21 (596,576)

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Habit formation, Equity premium, Business cycles, Markov-switching models, Regime-dependent impulse response functions

3.

Book Reviews

Number of pages: 42 Posted: 27 Apr 2003
Bank for International Settlements (BIS), University of Durham, Goethe University Frankfurt, World Bank, affiliation not provided to SSRN, Royal Holloway, University of London, University of Birmingham - Department of Economics, University of Birmingham - Department of Economics, University of the West of England (UWE) - School of Economics, London School of Economics - Department of Finance, University of Birmingham, Heriot-Watt University - Centre for Economic Reform and Transformation, London School of Economics & Political Science (LSE), University of London, Birkbeck College - Department of Economics, Imperial College Business School, University of Bologna - Department of Economics, WU, Vienna University of Economics and BA, Federal Reserve Bank of Boston, King's College London, University of East Anglia, Carleton University - Department of Economics, University of Stirling - Department of Economics, University of Zurich, Université de Lausanne and London School of Economics & Political Science (LSE) - Financial Markets Group
Downloads 21 (577,603)
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4.

Testing External Habits in an Asset Pricing Model

CAMA Working Papaer No. 20/2012
Number of pages: 33 Posted: 17 May 2012
Melisso Boschi, Stefano d'Addona and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA), University of Roma Tre and affiliation not provided to SSRN
Downloads 17 (603,930)

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Habit formation, Equity premium, Business cycles, Markov-switching models,Time-varying VAR, Regime-dependent impulse response functions